Historical performance does not guarantee future results. Our strategies are for inspiration – not personal advice.
Investment strategies: Stability and growth through diversification
By diversifying across markets and asset classes, we reduce reliance on the Stockholm Stock Exchange and access broader global trends. Our goal is to build capital in a stable and strategic way over the long term – without having to ride the emotional roller coaster of the stock market. Imagine a portfolio designed to maintain resilience through different market cycles—providing stability in both rising and falling markets. With global exposure to different asset classes, we build a foundation that protects your savings and creates opportunities for good returns. We offer a range of strategies, from conservative to aggressive, so you can select an approach aligned with your financial goals and risk tolerance. A balanced approach—such as a 50/50 mix of passive and active strategies—can provide both stability and growth potential, depending on your investment horizon and objectives.
Investment strategies
| Name | Universe | Rebalancing | Number of holdings | Description |
| Box Play | ETFs/funds | Semi-annually | 7 | Passive all-weather portfolio with fixed allocation |
| Power Play | ETFs/funds | Semi-annually | 9 | Passive all-weather portfolio with fixed allocation |
| Dynamic Sector Allocation | Sector ETFs | Month | 4 | Active allocation with momentum |
| Global Trend | ETFs | Month | 3 | Active allocation with momentum |
| Global Momentum | ETFs | Month | 5 | Active allocation with momentum |
| Tactical Diversification | ETFs/funds | Month | 9 | Active allocation with AI |
*Power Play has a smaller portion of capital allocated to bitcoin and soft commodities. Bitcoin was added to the backtest in 2021.
Backtest: Jan 2, 2017 to Jan 31, 2024
| Name | Start year | CAGR | Sharpe | Volatility | Max decline | Beta |
| Box Play | 2017 | 8.1% | 1.04 | 7.1% | -16.3% | 0.35 |
| Power Play | 2017 | 11.1% | 1.22 | 8.4% | -17.1% | 0.28 |
| Dynamic Sector Allocation | 2004 | 15.4% | 0.87 | 17.4% | -29.1% | 0.85 |
| Global Trend | 2017 | 14.5% | 1.11 | 12.6% | -21.1% | 0.20 |
| Global Momentum | 2017 | 9.2% | 1.22 | 7.1% | -6.1% | 0.19 |
| Tactical Diversification* | 2021 | n/a | n/a | n/a | n/a | n/a |
*Tactical Diversification is a strategy based on an AI model. Instead of backtesting, the AI model is trained on historical data and then “played live” on unseen data. Follow the development of Tactical Diversification and all strategies in the Weekly Report published on the blog.
Systematic stock strategies for long-term success
Our equity strategies systematically leverage well-researched factors such as momentum, value, and quality—principles that have historically delivered strong, risk-adjusted returns. By applying a structured, rules-based approach using concepts and methods that have stood the test of time, we position ourselves for long-term success in varying market conditions.
One of the greatest values of systematic strategies is that they help us avoid irrational decisions – something that is often a common weakness in discretionary trading. By using well-structured data-driven models and strategies, we can make rational decisions based on data and objective analysis rather than emotions or behavioral biases.
Factor-based stock strategies
| Name | Short name | Universe* | Portfolio weights | Rebalancing | Description |
| Value & Momentum | VMM | Sweden | Volatility-adjusted | Month | Factor-based equity strategy (long-only) |
| Volatility & Quality | KMM | Sweden | Likaviktat | Month | Factor-based equity strategy (long-only) |
| Top Picks Momentum | TPM | Sweden | Volatility-adjusted | Month | Factor-based equity strategy (long-only) |
*The strategies trade companies on the Stockholm Stock Exchange, but a smaller proportion of the capital allows holdings from Denmark, Norway and Finland.
Development: Jan 2, 2024 to Jan 31, 2025*
| Name | With. | Sharpe | Volatility | Max decline | Beta | Correspondence with OMX | Tracking error |
| Value & Momentum | 40.9% | 2.59 | 12.2% | -8.1% | 0.63 | 0.74 | 9.8% |
| Volatility & Quality | 32.3% | 2.07 | 11.7% | -7.3% | 0.52 | 0.68 | 11.3% |
| Top Picks Momentum | 24.7% | 1.51 | 11.8% | – 10.2% | 0.56 | 0.69 | 10.2% |
| MSCI Sweden | 17.0% | 0.77 | 14.4% | -9.2% | 1.00 | 1.00 | 0.0% |
*The development is indicative only and depends on execution, slippage and brokerage.
Short-term trading strategies for active trading
In 2025, we will introduce multiple systematic trading strategies tailored for active traders and short-term investors. The shorter the time horizon, the more important the mental aspect and our discipline become. It is not enough to have strategies with positive expected returns, we must also trade consistently and stick to our rules, regardless of market fluctuations.
Volatility can easily affect our judgment, but with systematic trading strategies and clear rules, we get a structure that helps us navigate even in stressful situations. However, short-term trading remains challenging, and success requires both hard work, discipline and psychological resilience to succeed.
Signals and updates for these strategies will be available in the Market Pulse and in the Weekly Report.
Trading strategies
| Name | Type | Universe | Description |
| TTREFT | Daily | ETFs | Mean reversion (long-only) |
| GOLDTW | Weekly | GLD | Tactical strategy on the gold |
| MROMXD | Daily | Shares | Mean reversion (long-only) |
| DMRMO | Daily | ETFs | Dynamic switching between mean reversion and momentum. |
| WEDGE | Daily | ETFs | Exploits recurring patterns linked to days of the week. |
| PMXW | Weekly | Shares | Buy stocks with momentum and sell losers |
Backtest
| Name | Start year | Number of trades | CAGR | Time in the market | Win Ratio | MaxDD | Sharpe | Volatility |
| TTREFT | 2003 | 499 | 7.5% | 25.3% | 72.7% | -22.5% | 0,65 | 11.8% |
| GOLDTW | 2007 | 42 | 9.2% | 50.8% | 61.9% | -19.5% | 0.68 | 13,5% |
| MROMXD | 2017 | 2523 | 16.2% | 75.3% | 67.5% | -27.4% | 1.06 | 15.3% |
| DMRMO | 2003 | 1221 | 7.3% | 94.8% | 55.2% | -15.0% | 0.87 | 8.4% |
| WEDGE | 2005 | 2451 | 7.9% | 29.1% | 55.1% | -13.1% | 0.89 | 8.9% |
| PMXW | 2006 | 1236 | 14.4% | 100% | 46.3% | -38.4% | 0.89 | 17.8% |
RISK WARNING
Investing in financial markets always involves risk. Past performance is no guarantee of future results, and there is a possibility that you may lose all or part of your invested capital. Our analyses and indicators are based on historical data and statistical models, but these models cannot predict future market movements with complete certainty.
The value of investments may fluctuate significantly due to market conditions, company-specific factors and global economic events. It is important that you carefully consider your financial situation and your ability to bear potential losses before investing. The Service does not provide personal investment advice and recommends that you seek independent financial advice before making any investment decisions.
NeuroQuant employees may own or trade securities mentioned in analyses or based on indicators used in our services. This may potentially create conflicts of interest, but we strive for full transparency and professional integrity in all our activities. Following our analyses and indicators involves increased risk if the market moves in an unpredictable manner. You should only invest money that you are prepared to lose and understand that past performance, analyses or models provided through the service do not guarantee future results.
